+257.3%
AMKR vs BURL
+254.9%
+2.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.2% |
| 7D | +6.8% | -0.8% | +7.7% | +7.4% |
| 30D | -20.8% | -4.4% | -16.4% | -19.7% |
| 3M | -29.7% | -28.6% | -1.1% | -20.8% |
| 6M | -50.2% | -12.3% | -37.9% | -49.0% |
| YTD | -3.0% | -11.3% | +8.2% | -0.8% |
| 1Y | +12.0% | -10.4% | +22.4% | +13.2% |
| 3Y | +67.0% | +96.1% | -29.1% | +20.6% |
| 5Y | +76.5% | -5.0% | +81.5% | +60.6% |
| 10Y | +257.3% | +251.8% | +5.4% | +129.5% |
| All | +257.3% | +254.9% | +2.3% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling